Assume that annual interest rates are 8 percent in the United States and 4 percent in Japan. The interest rates are continuously compounded. An FI can borrow (by issuing CDs) or lend (by purchasing CDs) at these rates. The spot rate is USD 0.0080 per one JPY. Assuming the no-arbitrage principle holds, then as per the interest rate parity theorem, what should be the one-year forward rate expressed as number of JPY per one USD, at time t=0 (now)?

[REMEMBER, you need to answer number JPY per one USD. Your answer should be more than 1. Round off to at least four decimals.]